ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 14-Nov-2017
Day Change Summary
Previous Current
13-Nov-2017 14-Nov-2017 Change Change % Previous Week
Open 116-242 116-213 -0-030 -0.1% 117-030
High 116-273 116-245 -0-028 -0.1% 117-033
Low 116-205 116-185 -0-020 -0.1% 116-242
Close 116-210 116-230 0-020 0.1% 116-247
Range 0-068 0-060 -0-008 -11.1% 0-110
ATR 0-061 0-061 0-000 -0.1% 0-000
Volume 16,956 50,370 33,414 197.1% 63,817
Daily Pivots for day following 14-Nov-2017
Classic Woodie Camarilla DeMark
R4 117-080 117-055 116-263
R3 117-020 116-315 116-247
R2 116-280 116-280 116-241
R1 116-255 116-255 116-236 116-268
PP 116-220 116-220 116-220 116-226
S1 116-195 116-195 116-225 116-208
S2 116-160 116-160 116-219
S3 116-100 116-135 116-214
S4 116-040 116-075 116-197
Weekly Pivots for week ending 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 117-291 117-219 116-308
R3 117-181 117-109 116-278
R2 117-071 117-071 116-268
R1 116-319 116-319 116-258 116-300
PP 116-281 116-281 116-281 116-271
S1 116-209 116-209 116-237 116-190
S2 116-171 116-171 116-227
S3 116-061 116-099 116-217
S4 115-271 115-309 116-187
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-025 116-185 0-160 0.4% 0-060 0.2% 28% False True 21,225
10 117-042 116-185 0-178 0.5% 0-059 0.2% 25% False True 15,217
20 117-065 116-175 0-210 0.6% 0-063 0.2% 26% False False 10,377
40 117-200 116-175 1-025 0.9% 0-043 0.1% 16% False False 5,337
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-180
2.618 117-082
1.618 117-022
1.000 116-305
0.618 116-282
HIGH 116-245
0.618 116-222
0.500 116-215
0.382 116-208
LOW 116-185
0.618 116-148
1.000 116-125
1.618 116-088
2.618 116-028
4.250 115-250
Fisher Pivots for day following 14-Nov-2017
Pivot 1 day 3 day
R1 116-225 116-250
PP 116-220 116-243
S1 116-215 116-237

These figures are updated between 7pm and 10pm EST after a trading day.

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